Diversified Trader Index For November 2003 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program Nov 2003 Min Inv Inception 77 Kelly Angle Inc. Genesis Program -10.85 2,000k 4/1/2000 76 Alee Capital Management, LLC Mistral Program -9.79 2,500k 1/1/1999 75 Saxon Investment Corporation Aggressive Diversified Program -8.70 2,000k 11/1/1993 74 Hawksbill Capital Management Global Diversified -8.54 5,000k 11/1/1988 73 RAM Management Group MRTP Aggressive -8.02 1,000k 2/1/1998 72 John Locke Investments Cyril Systematic Program -6.73 8,000k 7/1/2000 71 M.S. Capital Management Global Diversified Program -6.37 2,000k 11/1/1998 70 Briarwood Capital Management, Inc. Diversified Trading Program -5.84 3,000k 7/1/2001 69 Saxon Investment Corporation Diversified Program -5.30 3,000k 9/1/1988 68 Parizek Capital Futures Trading Program -5.26 500k 4/1/2000 67 Mark J. Walsh Company Standard Program -4.94 2,000k 9/1/1985 66 Alee Capital Management, LLC Poniente Program -4.73 2,500k 1/1/1999 65 DUNN Capital Management DUNN Combined Fund (DCF) -4.58 100k 5/1/1989 64 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.45 100k 11/1/1984 63 Southwest Managed Investments, LLC Global Diversified -4.23 200k 1/1/2002 62 Clarke Capital Management Global Basic -4.14 50k 2/1/1996 61 DUNN Capital Management D'Best Futures Fund, L.P. -4.13 100k 6/1/1994 60 Rivoli Fund Management Rivoli International Fund (V9) -3.78 5,000k 1/1/2002 59 Estlander & Partners Alpha Trend -3.71 30,000k 10/1/1991 58 Clarke Capital Management Millennium -3.43 1,000k 1/1/1998 57 Northfield Trading Diversified -3.00 2,000k 7/1/1989 56 Superfund Group Superfund Green Master -2.78 2,000k 5/1/2001 55 EMC Capital Advisors, LLC Classic -2.70 5,000k 1/1/1985 54 Kaiser Trading Group Kaiser Global Diversified Program - Class B -2.65 1,000k 3/1/1998 53 Quantitative Investment Management Quantitative Global Program -2.64 20,000k 10/1/2003 52 Superfund Group Superfund Green GCT USD -2.54 15k 1/1/2000 51 Winton Capital Management Diversified -2.48 50,000k 10/1/1997 50 RAM Management Group RAM MRTP 1X-Conservative -2.35 1,000k 9/1/1993 49 Covenant Capital Management Original Program -2.29 5,000k 9/1/1999 48 Millburn Ridgefield Corporation Diversified Program -2.25 20,000k 2/1/1977 47 Superfund Group Superfund Green Q-AG -2.25 2k 3/1/1996 46 Tactical Investment Management Tactical Institutional Commodity Program -2.04 10,000k 4/1/1993 45 Superfund Group Superfund Green L.P. Series B -2.04 5k 10/1/2002 44 Clarke Capital Management Global Magnum -1.77 100k 8/1/1997 43 Superfund Group Superfund Green L.P. Series A -1.75 5k 10/1/2002 42 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.70 10,000k 3/1/2003 41 Rabar Market Research Diversified Program -1.52 2,000k 1/1/1989 40 Clarke Capital Management Worldwide -1.48 250k 1/1/1996 39 Sunrise Capital Partners Sunrise Expanded Diversified Program -1.08 1/1/1989 38 Drury Capital Diversified Trend-Following Program -1.03 5,000k 5/1/1997 37 QCM Global Diversified Programme -0.89 500k 12/1/1995 36 Transtrend B.V. DTP – Enhanced Risk (USD) -0.69 10,000k 1/1/1995 35 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.69 10,000k 8/1/1999 34 MERIT Alternative Investments GmbH Futures Portfolio -0.68 2,000k 6/1/1998 33 Transtrend B.V. DTP – Standard Risk (EUR) -0.43 10,000k 2/1/1999 32 Conquest Capital Group Conquest Macro -0.42 250k 5/1/1999 31 Mulvaney Capital Management The Mulvaney Global Markets Fund -0.27 100k 5/1/1999 30 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -0.13 200k 11/1/1999 29 Abraham Trading Company Diversified Program -0.03 10,000k 1/1/1988 28 Spectrum Asset Management LLC Global Diversified 0.08 2,000k 1/1/2001 27 Dreiss Research Corporation Diversified Program 0.08 1,000k 5/1/1991 26 Hyman Beck and Company Global Portfolio 0.13 1,000k 3/1/1991 25 Crabel Capital Management Crabel Multi-Product 0.21 1,000k 3/1/1998 24 Rotella Capital Management Rotella Polaris Program (Diversified) 0.21 10,000k 1/1/1991 23 Eclipse Capital Management Global Monetary 0.52 5,000k 8/1/1990 22 ISAM ISAM Systematic Trend Fund 0.70 1,000k 6/1/2001 21 Rivoli Fund Management Rivoli International Fund (E) 0.79 5,000k 10/1/1996 20 Eckhardt Trading Company Evolution Strategies 0.86 20,000k 8/1/1991 19 Di Tomasso Group Inc. Equilibrium Program 0.89 5,000k 1/1/2002 18 Mondiale Asset Management Mondiale Trading Program 0.98 0k 9/1/1997 17 Lynx Asset Management AB Lynx Program 1.14 75k 5/1/2000 16 Eckhardt Trading Company Evolution Strategies 1.2X 1.29 10,000k 10/1/1991 15 Estlander & Partners Global Markets 1.30 10,000k 8/1/1999 14 FORT LP Fort Global Diversified 1.39 2,000k 10/1/1993 13 IKOS The IKOS Hedge Fund 1.46 10,000k 7/1/1998 12 Mobius Asset Management Custom Trading Program 1.60 100k 1/1/2002 11 Chesapeake Capital Diversified (LV) 1.91 100k 2/1/1988 9 NuWave Investment Management, LLC NuWave Investment Partners LP 2.07 250k 6/1/2001 10 NuWave Investment Management, LLC Combined Futures Portfolio 2.07 5,000k 6/1/2001 8 AIS Capital Management, L.P. MAAP (2x-4x) Composite 2.08 3,000k 10/1/1992 7 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) 2.09 1,000k 9/1/1997 6 Estlander & Partners Global XL 2.22 5,000k 8/1/1991 5 FORT LP Fort Global Contrarian 2.56 2,000k 10/1/2002 4 Red Rock Capital, LLC Systematic Global Macro 2.99 500k 9/1/2003 3 AIS Capital Management, L.P. MAAP (3x-6x) Composite 3.35 2,000k 7/1/1992 2 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 3.64 100k 3/1/2003 1 Red Oak Commodity Advisors Investment Program 6.13 5,000k 12/1/1989 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. IASG indexes are generated daily based on CTA manager supplied sector focus, investment strategy and performance. To participate in the IASG index, a program must have a minimum track record of 3 year's performance. Other indexes require a minimum two year track record. Strategy based indexes require the program's composition be more than 50% of the specific strategy. It is not possible for an investor to invest in any of the IASG indexes.